-38.4%
APTV vs AMDL
+95.0%
-133.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +9.2% | -6.1% | +2.2% |
| 7D | +4.8% | +4.5% | +0.3% | +4.3% |
| 30D | +2.0% | -4.4% | +6.4% | +2.1% |
| 3M | -34.2% | -30.5% | -3.8% | -33.8% |
| 6M | -34.7% | +300.9% | -335.6% | -46.3% |
| YTD | -37.0% | +219.9% | -256.9% | -48.1% |
| 1Y | -40.4% | +374.7% | -415.1% | -55.1% |
| All | -38.4% | +95.0% | -133.4% | -54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AMDL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling